Use your solution to the following problem to answer questions. A smart investor is operating in a global market that includes two securities A and B from two major markets. A has an expected return of 15% and a standard deviation of 10%. B has an expected return of 20% and a standard deviation of 15%. A and B are perfectly negatively correlated. Compute the relevant weights to construct an international portfolio with zero risk and obtain the return on such a portfolio. The expected return from such a portfolio with zero risk is given by: O 18.16% 20.4% 17% O 18%